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Esther Ruiz
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Journal Articles
- 2016
- [j8]Diego E. Fresoli, Esther Ruiz
:
The uncertainty of conditional returns, volatilities and correlations in DCC models. Comput. Stat. Data Anal. 100: 170-185 (2016) - 2013
- [j7]D. Stephen G. Pollock, Tommaso Proietti
, Esther Ruiz
, Howard L. Weinert:
The third special issue on Statistical Signal Extraction and Filtering. Comput. Stat. Data Anal. 58: 1-3 (2013) - 2012
- [j6]Alejandro F. Rodríguez, Esther Ruiz
:
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters. Comput. Stat. Data Anal. 56(1): 62-74 (2012) - [j5]David A. Belsley, Erricos John Kontoghiorghes
, Herman K. van Dijk
, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio
, Christophe Croux
, Cathy W. S. Chen
, Russell Davidson, Pierre Duchesne, Paolo Foschi
, Christian Francq
, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella
, D. S. G. Pollock, Esther Ruiz
, Richard Paap, Tommaso Proietti
, Peter Winker
, Philip L. H. Yu, Jean-Michel Zakoian
, Achim Zeileis
:
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - 2009
- [j4]Ana Pérez
, Esther Ruiz
, Helena Veiga
:
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect. Comput. Stat. Data Anal. 53(10): 3593-3600 (2009) - 2008
- [j3]Esther Ruiz
, Helena Veiga
:
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. Comput. Stat. Data Anal. 52(6): 2846-2862 (2008) - 2006
- [j2]Carmen Broto, Esther Ruiz
:
Unobserved component models with asymmetric conditional variances. Comput. Stat. Data Anal. 50(9): 2146-2166 (2006) - [j1]Lorenzo Pascual, Juan Romo
, Esther Ruiz
:
Bootstrap prediction for returns and volatilities in GARCH models. Comput. Stat. Data Anal. 50(9): 2293-2312 (2006)
Conference and Workshop Papers
- 2010
- [c1]Alejandro F. Rodríguez, Esther Ruiz
:
Bootstrap Prediction in Unobserved Component Models. COMPSTAT 2010: 123-131
Coauthor Index
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